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Ukrainian Mathematical Journal

, Volume 33, Issue 4, pp 380–384 | Cite as

Boundary-value problems connected with the exit of a random walk from an interval

  • N. S. Bratiichuk
Brief Communications
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Keywords

Random Walk 
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Literature cited

  1. 1.
    N. S. Bratiichuk, “Boundary-value problems for processes with independent increments,” in: Asymptotic Problems for Random Processes [in Russian], Preprint No. 77.24.K., Inst. Mat. Akad. Nauk Ukr. SSR (1977), pp. 3–27.Google Scholar
  2. 2.
    N. S. Bratiichuk, “On the resolvent of a killed process with independent increments,” Ukr. Mat. Zh.,30, No. 1, 96–100 (1978).Google Scholar
  3. 3.
    I. I. Gikhman and A. V. Skorokhov, Theory of Random Processes [in Russian], Vol. 2, Nauka, Moscow (1973).Google Scholar
  4. 4.
    V. N. Suprun, “The ruin problem and the resolvent of a killed process with independent increments,” Ukr. Mat. Zh.,28, No. 1, 53–60 (1976).Google Scholar

Copyright information

© Plenum Publishing Corporation 1982

Authors and Affiliations

  • N. S. Bratiichuk
    • 1
  1. 1.Lutsk Pedagogic InstituteUSSR

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